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Econometrics Paper Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.)
Andrew C Harvey and Siem Jan Koopman March 1996
Paper No' EM/1996/307: Read Abstract |
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